| Publication | Date of Publication | Type |
|---|
Testing for linearity in scalar-on-function regression with responses missing at random
Computational Statistics | 2025-01-13 | Paper |
Sequential detection of parameter changes in dynamic conditional correlation models
Applied Stochastic Models in Business and Industry | 2024-07-25 | Paper |
Functional Principal Component Regression and Functional Partial Least‐squares Regression: An Overview and a Comparative Study
International Statistical Review | 2023-11-10 | Paper |
Particle learning for Bayesian semi-parametric stochastic volatility model
Econometric Reviews | 2022-03-04 | Paper |
A robust procedure to build dynamic factor models with cluster structure
Journal of Econometrics | 2020-03-20 | Paper |
Data science, big data and statistics
Test | 2019-09-18 | Paper |
Rejoinder on ``Data science, big data and statistics
Test | 2019-09-18 | Paper |
Multiple break detection in the correlation structure of random variables
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Estimation, imputation and prediction for the functional linear model with scalar response with responses missing at random
Computational Statistics and Data Analysis | 2018-11-02 | Paper |
Dating multiple change points in the correlation matrix
Test | 2018-02-01 | Paper |
Spatial depth-based classification for functional data
Test | 2015-04-29 | Paper |
Comments on: Some recent theory for autoregressive count time series
Test | 2013-02-05 | Paper |
Monitoring correlation change in a sequence of random variables
Journal of Statistical Planning and Inference | 2012-10-30 | Paper |
| Additive outlier detection in seasonal ARIMA models by a modified Bayesian information criterion | 2012-09-05 | Paper |
A functional analysis of NOx levels: location and scale estimation and outlier detection
Computational Statistics | 2010-04-22 | Paper |
Measures of influence for the functional linear model with scalar response
Journal of Multivariate Analysis | 2010-01-12 | Paper |
The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process
Computational Statistics and Data Analysis | 2009-06-02 | Paper |
Bayesian estimation of the Gaussian mixture GARCH model
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Improved model selection criteria for SETAR time series models
Journal of Statistical Planning and Inference | 2007-08-23 | Paper |
Outlier Detection in Multivariate Time Series by Projection Pursuit
Journal of the American Statistical Association | 2007-08-20 | Paper |
On the connection between model selection criteria and quadratic discrimination in ARMA time series models
Statistics & Probability Letters | 2007-07-16 | Paper |
Covariance changes detection in multivariate time series
Journal of Statistical Planning and Inference | 2006-10-30 | Paper |
A note on prediction and interpolation errors in time series
Statistics & Probability Letters | 2005-11-25 | Paper |
Multivariate analysis in vector time series.
Resenhas do Instituto do Matemática e Estatística da Universidade de São Paulo | 2002-01-28 | Paper |
